+278.3%
SHW vs AMT
+94.9%
+183.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -11.6% | +1.8% | -13.4% | -12.3% |
| 3M | +9.1% | -6.2% | +15.3% | +11.4% |
| 6M | -0.7% | -5.0% | +4.3% | +0.6% |
| YTD | +1.4% | +2.1% | -0.7% | -0.6% |
| 1Y | -12.3% | -5.7% | -6.5% | -11.3% |
| 3Y | +23.4% | +7.9% | +15.4% | +14.5% |
| 5Y | +15.0% | -32.3% | +47.3% | +29.4% |
| 10Y | +278.3% | +95.0% | +183.3% | +219.6% |
| All | +278.3% | +94.9% | +183.4% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling